PinMap

PRO

Open Interest & Flow · WebSocket Streaming · Pro Tier

Overview

PinMap is the OI Magnet Flow Map — it identifies the single strike with the highest absolute net gamma exposure and tracks its live distance from the current spot price. This "magnet" strike is where dealer hedging pressure is strongest, creating a gravitational pull on price, especially near expiration.

PinMap strips gamma analysis down to its most actionable signal: one strike, one distance metric, updated in real-time via WebSocket.

PinMap showing max pain and pin risk levels with magnet distances — SPY WebSocket stream

Key Features

Real-time magnet detection: Scans all strikes in the live gamma grid and identifies the one with the highest |netGex| — the strongest magnet.
Distance-from-spot metric: Calculates distance = ((magnetStrike − spotPrice) / spotPrice) × 100, giving you the percentage gap between current price and the magnet. Converging to zero = high pin probability.
WebSocket streaming: Connects to the same real-time gamma feed as all WS windows, with automatic exponential backoff reconnection.
Metric card display: Clean, focused layout showing Magnet Strike and Distance (%) as prominent metric cards.
Guide Panel: Four-section overlay — What is PinMap, Distance Metric, Trading with PinMap, and Pro Tips.
AI-Generated Considerations: ML-powered analytical considerations based on the live magnet position and distance — delivered for your independent evaluation. Methodology →

Metrics Reference

Metric	Meaning
Magnet Strike	The strike price with the highest absolute net GEX. This is where dealer hedging creates the most gravitational pull.
Distance (%)	How far spot is from the magnet, as a percentage. Under 1% = strong pin probability. Over 3% = magnet has less immediate influence.

Pin probability: As expiration approaches and distance shrinks below 0.5%, expect price to gravitate strongly toward the magnet strike. This is the "max pain" effect amplified by live dealer gamma positioning.

Use Cases

OPEX day pinning trades: On expiration day, if distance is under 1%, premium-selling strategies near the magnet strike (iron butterfly or iron condor) may be considered — historical data shows prices often gravitate toward these levels.
Directional bias filter: If spot is below the magnet, expect upside pull. Above the magnet, expect downside gravity. Use as a directional bias overlay for your primary strategy.
Magnet shift detection: When the magnet strike suddenly jumps to a different level (large OI repositioning), it signals structural change in dealer positioning.

How to Launch

Open the Window Launcher — click + or press L.

Search for PinMap or browse Open Interest & Flow.

Click to launch. Enter a ticker. The WebSocket connects and begins streaming.

Watch the Magnet Strike and Distance (%) cards update in real-time. The closer distance approaches zero near expiration, the higher the pin probability.

Data Source & Tier

Real-time gamma grid data via authenticated WebSocket. PinMap is on the Pro tier ($79/month). View pricing →

Related Windows

OI Clustering Heatmap — Broader clustering context for the pin risk levels PinMap identifies
Gamma Exposure (GEX) — See gamma dynamics around pinning strikes
FlowRate — Directional flow analysis complementing pinning probability